Citi Call 90 HNK1 16.12.2021/  DE000KA27AV3  /

EUWAX
11/27/2020  9:12:40 AM Chg.0.000 Bid9:45:49 PM Ask9:45:49 PM Underlying Strike price Expiration date Option type
0.720EUR 0.00% 0.690
Bid Size: 2,500
0.760
Ask Size: 2,500
HEINEKEN EO... 90.00 - 12/16/2021 Call

Master data

WKN: KA27AV
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/16/2021
Issue date: 8/15/2019
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.74
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.31
Parity: -0.08
Time value: 0.76
Break-even: 97.60
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 9.21%
Delta: 0.29
Theta: 0.00
Omega: 3.35
Rho: 0.19
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+176.92%
3 Months  
+89.47%
YTD
  -41.46%
1 Year
  -36.28%
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.720
1M High / 1M Low: 0.960 0.260
6M High / 6M Low: 0.960 0.230
High (YTD): 2/20/2020 1.750
Low (YTD): 10/2/2020 0.230
52W High: 2/20/2020 1.750
52W Low: 10/2/2020 0.230
Avg. price 1W:   0.756
Avg. volume 1W:   0.000
Avg. price 1M:   0.649
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   0.689
Avg. volume 1Y:   0.000
Volatility 1M:   304.00%
Volatility 6M:   184.83%
Volatility 1Y:   197.70%
Volatility 3Y:   -